Yes they definitely work. As a rule, the more efficient the muzzle brake, the louder they are to the shooter and bystanders.
Should you put one on your build? That depends on the chambering, weight of the gun, intended use, etc. Give us some details.

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The critters have to win every time, I only have to win once.

Not too sure if this is an option you would like to pursue or not but my best friends older brother who shoots with only 1 arm ( lost the other one is a car accident when he was 17) had magna porting done to his 7mm rem mag. It is a semi auto so that helps with the recoil as well but the magna porting he had done to it made the biggest difference to the contrlability of it. He has shot a moose at over 400 yards with no rest, dumped all 5 rounds into a group less then 2 inches in diameter in under 6 seconds. Yes, I as well as he realize that not that many rounds were needed but he said it never even flinched and he just kept shooting till his clip was empty thinking he had missed. The gun is a little louder but it more than makes up for it with reduced recoil and controllability

They do work, they are loud and I have personally had them affect accuracy in a negative way. Possilby by changing bbl harmonics on a sporter weight bbl. Usually they help the percieved accuracy though..

I had a lot of people tell me that when I was planning my custom 7 SAUM build a couple of years ago. However, due to injuries I received whilst on active duty I find it much more comfortable to use a muzzle break. And since my wife also shoots and hunts with the rifle, the break has allowed her to become an excellent shooter at distances she never thought were possible.

The report of the rifle is louder with a break, but the way we hunt LR there is always time for earplugs.

With the original CSR break, I can spot my impacts at around 300 yds.

All I'm saying is there is nothing wrong with having a break on a smaller caliber. I will never own another rifle without one.

"Be polite, be professional, but have a plan to kill everyone you meet."
"I come in peace. I didn't bring artillery. But I'm pleading with you, tears in my eyes: If you f*ck with me, I'll kill you all." MarineGeneral Mattis
Custom built 7mm SAUM